I'll try to answer your questions, but HbE beta+ thal can have an unpredictable outcome.
1) Because the beta is + it does create the possibility of a less severe outcome. Many with HbE beta+ transfuse irregularly at most. Some have regular transfusions. This can be related to any other moderating factors present, such as carrying alpha thal or the XmnI polymorphism. In both cases, when present, the outcome will be more mild. Most parents with a child with HbE beta+ that I have encountered find transfusions are not needed early in life.
2) I would recommend keeping the baby. The outcome is not predictable, but the chances are it will be a less severe outcome. In addition, gene therapy is already proven to cure HbE beta°, the more severe of the HbE beta thal possibilities. In addition, phase 3 trials for Luspatercept are currently taking place. Earlier trials have shown that this drug raises the Hb and lowers the need for transfusions. In milder cases, like HbE beta+, it is likely to completely free patients from transfusion. The future looks very good.
3) If a baby needs transfusions, it should have them. Babies that are under-transfused will have physical features caused by bone marrow expansion, as the bone marrow tries to produce more red blood cells. Transfusion suppresses this and well transfused children do not appear different than non-thals.
4) Bone marrow transplant is the only currently approved cure but it requires a matching donor. Gene therapy is in trials and proceeding very well for this particular type of thal. I expect it will be approved in the coming years. Various drugs like Luspatercept are also in development. These drugs will make thalassemia much easier to manage.
In the end, much depends on the treatment available where you live. I would suggest finding out where thalassemia is treated in your area and contact the hospital and doctors involved and ask them what the future will look like for thal babies born there. If possible, have the fetus tested for alpha thal (which would be a good thing) or the XmnI polymorphism. Either of these would moderate the condition, making it much milder.